Southern Cross Austereo has suspended all advertising on 2Day FM following the death of a nurse who was caught up in a royal prank call by two of the Sydney station's presenters.

Mel Greig and Michael Christian pretended to be the Queen and Prince Charles in an attempt to speak to the pregnant Duchess of Cambridge while she was at the King Edward VII hospital in London.

Nurse Jacintha Saldanha, who answered the call and transferred it through to a duty nurse, was found unconscious in her apartment in London on Friday (local time) following intense scrutiny over the incident.

Paramedics tried to revive her but she was pronounced dead at the scene. Police are not treating the death as suspicious.

On Saturday afternoon Austereo confirmed all advertising on the station has been suspended until at least Monday.

A spokeswoman for the network said the decision was made as a mark of respect to advertisers.

Greig and Christian have also been taken off air until further notice.

Marketing commentator Adam Ferrier has described the decision to suspend advertising as a pre-emptive strike to avoid a backlash against the station's sponsors.

He says deserting advertisers represent a bigger loss for the station than dwindling audiences.

"It's a strategic, pre-emptive move to avert a revenue disaster. They want to pull advertising for a few days, get a bit of clean air in which to breathe and then work out how to deal with the issue," he said.

Telstra had earlier joined supermarket giant Coles in pulling its advertising from the station.

Coles announced its decision to remove advertising from 2Day FM on its Facebook page.

"We understand Australians are clearly angry and upset by what appear to be tragic consequences of the 2Day FM UK hospital prank," the company said.

"We have wanted to let you know we have instructed 2Day FM to remove all Coles group advertising from the station as soon as possible."

A spokesman for Telstra told AAP the telco had suspended "advertising on the station until an investigation into the issue has concluded".

Hosts 'shattered'

Speaking at a press conference earlier on Saturday, Southern Cross Austereo chief executive Rhys Holleran said Greig and Christian would "not return until further notice".

He said the station's main concern was their welfare and added the pair have been offered counselling.

"This is a tragic event that could not have been reasonably foreseen and we're deeply saddened by it," he said.

"I spoke to both presenters early this morning and it's fair to say they're completely shattered.

'Absolute tragedy'

In the storm of public anger following Ms Saldanha's death, a number of high-profile Australians came out in defence of the DJs, saying they could not have possibly known how their actions would play out.

Beyond Blue chairman Jeff Kennett said he hoped the Australian public supported Ms Greig and Mr Christian.

Mr Kennett said the pair had no intention of causing any harm and would now be under "under extraordinary pressure".

"This is an absolute tragedy but the ramifications of which we've got to make sure we don't magnify," he said.

"At some stage they're going to have to make a public appearance and I would hope that the media, once they've made that appearance, will back off and give them room to deal with this in their own way with professional help.

"I just hope that they get our support and that they're employer provides them with professional support to help them get through what will be a terrible few weeks."

Channel Nine presenter Tracy Grimshaw also called for calm as outrage took hold on social media.

"Please can we not compound the tragic death of Jacintha Saldanha by bullying the two young radio hosts. Wise heads needed now," she tweeted.

International trauma psychologist Paul Stevenson said what started as an innocent prank was fuelled by the media in the UK.

"We just don't know what situation this young woman was in the week that led up to this tragedy," he said.

"She may have had personal problems in her life, she may have had some recent reason to be depressed or upset and all of a sudden something happens like this and it tips her over the edge."

Mr Stevenson said Ms Saldanha's death highlights the need for people to take care with the use of social media.

He said Greig and Christian were also "victims of a kind".

"Their actions were never intended to cause the sorts of consequences that've come about and they are being seriously blamed for this here in the UK," he said.

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